-14.7%
SHOP vs AGG
-2.5%
-12.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +1.1% |
| 7D | -13.2% | -0.9% | -12.3% | -11.6% |
| 30D | -17.0% | -1.0% | -16.1% | -15.4% |
| 3M | +17.0% | -1.3% | +18.3% | +20.3% |
| 6M | -2.1% | -2.1% | -0.1% | +2.3% |
| YTD | -21.4% | -1.2% | -20.1% | -19.1% |
| 1Y | -11.0% | -0.5% | -10.5% | -9.5% |
| 3Y | +100.9% | +12.4% | +88.5% | +56.7% |
| 5Y | -14.7% | -2.4% | -12.3% | -29.4% |
| All | -14.7% | -2.5% | -12.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling